Fig. 8From: Early exercise premium method for pricing American options under the J-modelComparison: Δ J ‐ eur, Δ J ‐ am and Δ J ‐ ε (λ = −1.6 and θ = 0). Parameters values: K = 100, τ =0.5, σ = 10%, r = 5%, Q = 5%Back to article page